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Diego Alvarez

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DataDrivenInvestor

The Mathematics Behind the Efficient Frontier

The efficient frontier is one of the earliest portfolio management models, and brings in the idea of portfolio optimization. It is used to…

May 14, 2021

The Mathematics Behind the Efficient Frontier

May 14, 2021

Diego Alvarez
in
DataDrivenInvestor

Introductory concepts for Term Structure Modeling

Introduction:

Jun 16, 2021

Introductory concepts for Term Structure Modeling

Jun 16, 2021

Diego Alvarez
in
Nerd For Tech

A visual explanation to short squeezes

The year of 2021 will be one filled with market anomalies, but the one that took the market by surprise was the Gamestop short squeeze that…

Jun 11, 2021

A visual explanation to short squeezes

Jun 11, 2021

Diego Alvarez
in
DataDrivenInvestor

Payment For Order Flow Business visualized

Payment for order flow has gone from a term that was glossed over in a standard user agreements to the most debated topic in retail…

Apr 1, 2021

Payment For Order Flow Business visualized

Apr 1, 2021

Diego Alvarez
in
DataDrivenInvestor

The recent changes in the breakeven curve

This post provides a quick look at a forward-looking economic indicator that isn’t often talked about in common financial news outlet but…

Mar 25, 2021

The recent changes in the breakeven curve

Mar 25, 2021

Diego Alvarez
in
Nerd For Tech

Tracking the possible Janus Henderson Invesco Merger

On October 10th in The Economist, Buttonwood a prominent financial write talked about the possibility of a merger between asset managers…

Mar 22, 2021

Tracking the possible Janus Henderson Invesco Merger

Mar 22, 2021

Diego Alvarez
in
Nerd For Tech

The case of 276,000 put options on Tesla with a strike of $20

On February 10th, 2021 some people on financial social media community, particularly Twitter started to notice an usual amount of activity…

Mar 22, 2021

The case of 276,000 put options on Tesla with a strike of $20

Mar 22, 2021

Diego Alvarez

Diego Alvarez

CU Boulder undergraduate studying math. Interested in machine learning, algorithmic trading, and cyber security. @dial0663

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